But with winscp I cannot see any progress when downloading or deleting files on my server.
The information in the window stays 0% when deleting a file.
In the queue window is no information about any progress.
I checked the documentation, but cannot find any solution.

For deleting: When deleting a single folder, WinSCP does not know in advance how many files are in the folder, so no progress can be shown. You only see names of the files as they are being deleted. Queue is never used for deleting files.

For downloading: You should see a progress of the download on the Progress window. Or you can choose to use queue (similarly to FileZilla):
https://winscp.net/eng/docs/transfer_queue_________________Martin Prikryl